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1.
A stochastic optimal control strategy for partially observable nonlinear quasi Hamiltonian systems is proposed.The optimal control forces consist of two parts. The first part is determined by the conditions under which the stochastic optimal control problem of a partially observable nonlinear system is converted into that of a completely observable linear system. The second part is determined by solving the dynamical programming equation derived by applying the stochastic averaging method and stochastic dynamical programming principle to the completely observable linear control system. The response of the optimally controlled quasi Hamiltonian system is predicted by solving the averaged Fokker-Planck-Kolmogorov equation associated with the optimally controlled completely observable linear system and solving the Riccati equation for the estimated error of system states. An example is given to illustrate the procedure and effectiveness of the proposed control strategy. 相似文献
2.
On stochastic optimal control of partially observable nonlinear quasi Hamiltonian systems 总被引：1，自引：0，他引：1
INTRODUCTION Since many actual control systems such asthose in structural engineering are subjected torandom excitations and the system states are esti-mated from measurements with random noise,stochastic optimal control of partially observablesystems is a research subject of much significance.One basic approach to this problem is to convert itinto the stochastic optimal control of completelyobservable systems using separation theorem(Wonham, 1968; Fleming and Rishel, 1975; Ben-so… 相似文献
3.
Rong-hua HUAN Wei-qiu ZHU Yong-jun WU 《浙江大学学报(A卷英文版)》2008,9(3):351-357
A modified nonlinear stochastic optimal bounded control strategy for random excited hysteretic systems with actuator saturation is proposed. First, a controlled hysteretic system is converted into an equivalent nonlinear nonhysteretic stochastic system. Then, the partially averaged Itoe stochastic differential equation and dynamical programming equation are established, respectively, by using the stochastic averaging method for quasi non-integrable Hamiltonian systems and stochastic dynamical programming principle, from which the optimal control law consisting of optimal unbounded control and bang-bang control is derived. Finally, the response of optimally controlled system is predicted by solving the Fokker-Planck-Kolmogorov （FPK） equation associated with the fully averaged Itoe equation. Numerical results show that the proposed control strategy has high control effectiveness and efficiency. 相似文献
4.
A stochastic averaging method for predicting the response of quasi partially integrable and non-resonant Hamiltonian systems to fractional Gaussian noise (fGn) with the Hurst index 1/2<H<1 is proposed. The averaged stochastic differential equations (SDEs) for the first integrals of the associated Hamiltonian system are derived. The dimension of averaged SDEs is less than that of the original system. The stationary probability density and statistics of the original system are obtained approximately from solving the averaged SDEs numerically. Two systems are worked out to illustrate the proposed stochastic averaging method. It is shown that the results obtained by using the proposed stochastic averaging method and those from digital simulation of original system agree well, and the computational time for the former results is less than that for the latter ones. 相似文献
5.
Xue-ping LI Wei-qiu ZHU Zu-guang YING 《浙江大学学报(A卷英文版)》2008,9(3):330-337
An optimization method for time-delayed feedback control of partially observable linear building structures subjected to seismic excitation is proposed. A time-delayed control problem of partially observable linear building structure under horizontal ground acceleration excitation is formulated and converted into that of completely observable linear structure by using separation principle. The time-delayed control forces are approximately expressed in terms of control forces without time delay. The control system is then governed by Itoe stochastic differential equations for the conditional means of system states and then transformed into those for the conditional means of modal energies by using the stochastic averaging method for quasi-Hamiltonian systems. The control law is assumed to be modal velocity feedback control with time delay and the unknown control gains are determined by the modal performance indices. A three-storey building structure is taken as example to illustrate the proposal method and the numerical results are confirmed by using Monte Carlo simulation. 相似文献
6.
张元元 《内江师范学院学报》2014,(6):7-11
Ginzburg-Landau方程应用于一些物理领域,如流体力学,波传播等.同时,作为一类抛物方程模型它在数学领域也受到关注.文章旨在研究3维空间中带非齐次Neumann边界条件的随机广义Ginzburg-Landau方程的渐近行为,通过证明方程产生的随机动力系统在空间H和空间V中存在吸收集,证明了该系统在空间H中随机吸引子的存在性. 相似文献
7.
本文研究变周期采样的网络控制系统模型的随机最优反馈控制。假设网络诱导延时服从某一个区间的均匀分布,设计一个依赖延时的状态反馈控制器,使得所建立的变周期采样的NCS模型指数均方稳定。利用动态规划思想结合Bellman方程通过优化所给定的性能指标,得到了随机最优反馈控制器设计方法,并通过仿真实例验证了本章提出方法的有效性。 相似文献
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应用微分方程定性理论及分支理论分析Z6 等变系统的奇点及其Hamilton,并给出怎样比较Hamilton量大小的一种方法 相似文献
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文中研究随机半比例型捕食与被捕食系统,利用随机微分方程、概率论方法证明此随机微分方程正解在矩意义下有界性． 相似文献
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Newton定律是描述物体运动的基本定律,Hamiltonian方程则为运动的基本规律提供了另外一种表达。由Hamiltonian方程发展而来的Hamiltonian可积系统是现代孤立子理论的重要组成部分。本文是介绍从Newton运动定理到Hamiltonian可积系统的演化的系列文章的一部分,文中证明了一个关于线性斜对称算子为广义Hamiltonian的一个充分和必要条件。 相似文献
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Newton定律是描述物体运动的基本定律，Hamiltonian方程则为运动的基本规律提供了另外一种表达。由Hamiltonian方程发展而来的Hamiltonian可积系统是现代孤立子理论的重要组成部分。本是介绍从Newton运动定理到Hamiltonian可积系统的演化的系列章的一部分，中证明了一个关于线性斜对称算子为广义Hamiltonian的一个充分和必要条件。 相似文献
12.
DENG Mao-lin ZHU Wei-qiu 《浙江大学学报(A卷英文版)》2007,8(9):1401-1407
An important functioning mechanism of biological macromolecules is the transition between different conformed states due to thermal fluctuation. In the present paper,a biological macromolecule is modeled as two strands with side chains facing each other,and its stochastic dynamics including the statistics of stationary motion and the statistics of conformational transition is studied by using the stochastic averaging method for quasi Hamiltonian systems. The theoretical results are confirmed with the results from Monte Carlo simulation. 相似文献
13.
A minimax optimal control strategy for quasi-Hamiltonian systems with bounded parametric and/or external disturbances is proposed based on the stochastic averaging method and stochastic differential game. To conduct the system energy control, the partially averaged Ito stochastic differential equations for the energy processes are first derived by using the stochastic averaging method for quasi-Hamiltonian systems. Combining the above equations with an appropriate performance index, the proposed strategy is searching for an optimal worst-case controller by solving a stochastic differential game problem. The worst-case disturbances and the optimal controls are obtained by solving a Hamilton-Jacobi-Isaacs （HJI） equation. Numerical results for a controlled and stochastically excited DulTlng oscillator with uncertain disturbances exhibit the efficacy of the proposed control strategy. 相似文献
14.
为了提高行程时间预测的可靠性,构建了自回归综合移动平均与广义自回归条件异方差性(ARIMAGARCH)模型进行城市主干道行程时间动态置信区间预测,其中ARIMA模型作为GARCH模型的均值方程用于捕获行程时间均值,GARCH模型用于捕获行程时间条件方差.运用昆山市交通监测系统中采集的实际交通流数据进行验证和评估.结果表明,相较于传统的ARIMA模型,提出的方法虽然不能显著提升行程时间均值的预测性能,但是在行程时间波动性预测方面具有较大的优势.该方法可捕获行程时间异方差,从而能够预测出比ARIMA模型预测的固定置信区间更能反映行程时间观测值波动性的动态置信区间. 相似文献
15.
We studied the response of harmonically and stochastically excited strongly nonlinear oscillators with delayed feedback bang-bang control using the stochastic averaging method. First, the time-delayed feedback bang-bang control force is expressed approximately in terms of the system state variables without time delay. Then the averaged It6 stochastic differential equations for the system are derived using the stochastic averaging method. Finally, the response of the system is obtained by solving the Fokker-Plank-Kolmogorov （FPK） equation associated with the averaged lt6 equations. A Duffing oscillator with time-delayed feedback bang-bang control under combined harmonic and white noise excitations is taken as an example to illus- trate the proposed method. The analytical results are confirmed by digital simulation. We found that the time delay in feedback bang-bang control will deteriorate the control effectiveness and cause bifurcation of stochastic jump of Duffing oscillator. 相似文献
16.
采用带有随机微分方程的非线性混合效应模型对群体药物代谢动力学数据建模,通过在状态方程中引入随机项,将常微分方程扩展到随机微分方程.和常微分方程相比,随机微分方程可解决群体药物代谢动力学模型中相关残差问题.利用贝叶斯估计对非线性混合效应随机微分方程模型参数进行估计,给出群体参数及个体参数的精确后验分布,将Gibbs和Metropolis-Hastings算法相结合,给出参数估计值.通过计算机模拟和实例分析验证了方法的可靠性,结果表明利用非线性混合效应随机微分方程模型及贝叶斯估计方法分析群体药物代谢动力学数据是可行的. 相似文献
17.
An approximate method for predicting the stationary response of stochastically excited nonlinear systems with continuous-time Markov jump is proposed. By using the stochastic averaging method, the original system is reduced to one governed by a 1D averaged Itô equation for the total energy with the Markov jump process as parameter. A Fokker-Planck- Kolmogorov (FPK) equation is then deduced, from which the approximate stationary probability density of the response of the original system is obtained for different jump rules. To illustrate the effectiveness of the proposed method, a stochastically excited Markov jump Duffing system is worked out in detail. 相似文献
18.
定态Liouville方程的四类精确解:中心力场问题 总被引：1，自引：0，他引：1
沈惠川 《武汉工程职业技术学院学报》2002,14(1):43-47
利用Poisson括号的正则不变性和文[1]中“化动量正则变换”的一般方法，求得了定态Liouville方程的四类中心力场问题精确解：（1）指数势系统。（2）Morse势系统；（3）Hulthen势系统和（4）Woods-Saxon势系统。 相似文献
19.
包永德 《辽宁科技学院学报》2007,9(1):13-14
固定三角形内插入一点的测边网,按条件平差法进行平差计算时,可列出图形条件方程式,也可列出固定角条件方程式,文章分析了两种条件式之间的关系,从理论上证明了不同条件式的替代方法,从而使平差计算更为简单. 相似文献
20.
谐振子含时薛定谔方程的辛算法研究 总被引：2，自引：0，他引：2
辛算法是最近出现的一种哈密顿力学计算方法,我们将它应用于求解量子力学中线性谐振子的含时薛定谔方程,自编程序进行了计算,并与通常算法作了比较,计算结果表明,辛算法是用于求解含时薛定谔方程等一类偏微分方程的一种优秀的数值计算方法。 相似文献